噪声环境下仍能准确识别变量依赖,提升优化效率。
Obtaining Partition Crossover masks using Statistical Linkage Learning for solving noised optimization problems with hidden variable dependency structure
- 用统计关联学习分解噪声问题,构建新型掩码生成算法。
- 在高噪声下性能不降,优于现有最优优化器。
- 适合处理含隐藏变量依赖的复杂噪声优化问题。
在优化问题中,某些变量子集可能对目标函数值产生联合非线性或非单调影响。因此,掌握变量依赖关系对高效优化至关重要,许多先进优化器利用此信息提升性能。然而,现实问题常受多种来源噪声干扰,在此类情况下,传统依赖检测方法难以识别与优化相关的变量依赖,导致高效算子(如分组交叉)失效。为此,本文采用统计关联学习(SLL)分解带噪声问题,并提出一种专用于SLL的掩码构造算法。证明了当SLL分解质量足够高时,所提聚类算法生成的掩码等价于无噪声情形下的分组交叉掩码。实验表明,使用该机制的优化器在不同噪声水平下表现稳定,且在高噪声问题上显著优于现有最优优化器。
原文摘要 · Abstract (English)
In optimization problems, some variable subsets may have a joint non-linear or non-monotonical influence on the function value. Therefore, knowledge of variable dependencies may be crucial for effective optimization, and many state-of-the-art optimizers leverage it to improve performance. However, some real-world problem instances may be the subject of noise of various origins. In such a case, variable dependencies relevant to optimization may be hard or impossible to tell using dependency checks sufficient for problems without noise, making highly effective operators, e.g., Partition Crossover (PX), useless. Therefore, we use Statistical Linkage Learning (SLL) to decompose problems with noise and propose a new SLL-dedicated mask construction algorithm. We prove that if the quality of the SLL-based decomposition is sufficiently high, the proposed clustering algorithm yields masks equivalent to PX masks for the noise-free instances. The experiments show that the optimizer using the proposed mechanisms remains equally effective despite the noise level and outperforms state-of-the-art optimizers for the problems with high noise.
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